How to make a face between circles?
You are dealing with a curve object. Curve objects are different than mehses. You cannot add faces to curves.

You can convert them to a mesh as stated on the other answser. but you can choose to keep them as curves.

To fill, just convert them to a 2d curve and select "both" as the Fill mode.


If you need more concentric rings, just duplicate one of the rings and resize.



If you must convert to mesh, then press Alt C in edit Mode, select convert curve to mesh. Enter edit mode, select all vertices and do "bridge edge loops"